+3,423.0%
CI vs RY
+11,266.1%
-7,843.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | +0.1% |
| 7D | +1.0% | -1.1% | +2.1% | +1.6% |
| 30D | +9.9% | +4.4% | +5.5% | +7.5% |
| 3M | +12.1% | -2.9% | +15.0% | +13.6% |
| 6M | +10.6% | +15.6% | -5.0% | +2.5% |
| YTD | +11.4% | +21.8% | -10.4% | +0.3% |
| 1Y | +18.8% | +42.6% | -23.8% | -1.2% |
| 3Y | +2.9% | +160.9% | -158.0% | -37.7% |
| 5Y | +54.5% | +126.1% | -71.6% | -0.5% |
| 10Y | +175.7% | +371.7% | -196.0% | +23.9% |
| All | +3,423.0% | +11,266.1% | -7,843.1% | +396.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling